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nadw (singer) 于 (Mon Jun 18 14:36:47 2007) 提到:
If you have two stocks and they both have the same expected return, but one
has volatility of 20% and the other has volatility of 30%, and they have a
50% correlation, how should I allocate a fixed sum of money between the two
stocks so as to minimize my risk?
Should I calculate the variance of ds or s? My answer is 6/7 in stock A. is
that right?
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